Antonie Kotzé

Johannesburg, Gauteng South Africa

Model Validation and independent financial derivatives Consultant

Finance / Banking / Insurance

Antonie is an independent derivatives pricing, valuation and model validation expert and financial engineer. His expertise includes all financial derivatives, market and credit risk, Basel II/III and IFRS 9 expected credit losses. Antonie holds a Ph.D. in Theoretical/Mathematical Physics from the University of the Witwatersrand (South Africa) where Quantum Chaos Theory was his field of interest. With more than 22 years’ experience as a quantitative analyst and financial engineer in the South African and African financial and derivatives markets, he is a renowned expert in financial mathematics, modelling, software development and training.